+523.3%
ON vs BBWI
-47.4%
+570.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | -3.1% | +12.9% | -16.0% | -7.2% |
| 3M | -12.9% | +16.0% | -28.9% | -18.2% |
| 6M | -38.6% | +16.6% | -55.2% | -43.9% |
| YTD | +31.2% | +9.7% | +21.5% | +19.9% |
| 1Y | +47.6% | +1.5% | +46.1% | +36.0% |
| 3Y | +6.6% | -21.4% | +28.0% | +3.8% |
| 5Y | +21.3% | -67.6% | +88.8% | +53.5% |
| All | +523.3% | -47.4% | +570.8% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling